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Filtering by: Committee Member Kovchegov, Yevgeniy Remove constraint Committee Member: Kovchegov, Yevgeniy Subject Brownian motion processes Remove constraint Subject: Brownian motion processes

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  • Some results in probability from the functional analytic viewpoint

    Creator:
    Gelbaum, Zachary A.
    Abstract:
    This dissertation presents some results from various areas of probability theory, the unifying theme being the use of functional analytic intuition and techniques. We first give a result regarding the existence of certain stochastic integral representations for Banach space valued Gaussian random variables. Next we give a spectral geometric construction...
    Resource Type:
    Dissertation
    Full Text:
    me to the study of Gaussian processes. Christine Escher, Bill Bogley, Yevgeniy Kovchegov, Bob Burton

  • Representations of fractional Brownian motion

    Creator:
    Wichitsongkram, Noppadon
    Abstract:
    Integral representations provide a useful framework of study and simulation of fractional Browian motion, which has been used in modeling of many natural situations. In this thesis we extend an integral representation of fractional Brownian motion that is supported on a bounded interval of ℝ to integral representation that is...
    Resource Type:
    Dissertation
    Full Text:
    , Professor David Finch, Yevgeniy Kovchegov, Donald Solmon and Thinh Nguyen for their advices and comments

  • Skew Brownian motion and branching processes applied to diffusion-advection in heterogenous media and fluid flow

    Creator:
    Ramirez, Jorge M.
    Abstract:
    This thesis contains three manuscripts addressing the application of stochastic processes to the analysis and solution of partial differential equations (PDEs) in mathematical physics. In the first manuscript, one dimensional diffusion and Burgers equation are considered. The Fourier transform of the solution to each PDE is represented as the expected...
    Resource Type:
    Dissertation
    Full Text:
    the rest of my graduate committee, professors Ralph E. Showal- ter, John W. Lee, Yevgeniy Kovchegov